AbstractWe consider iterative methods for the minimal nonnegative solution of the matrix equation G = Σi=0AiG, where the matrice A, are nonnegative and Σi=0 A1 is stochastic. Convergence theory for an inversion free algorithm is established. The convergence rate of this algorithm is shown to be comparable with that of the fastest iteration among three fixed point iterations
AbstractIn this paper, a theorem is presented to indicate that there exists a nonnegative constant ϵ...
We study the nonsymmetric algebraic Riccati equation whose four coefficient matrices are the blocks ...
In this paper we deal with iterative numerical methods to solve linear systems arising in continuous...
AbstractWe consider iterative methods for the minimal nonnegative solution of the matrix equation G ...
For the nonlinear matrix equations arising in the analysis of M/G/1-type and GI/M/1-type Markov chai...
AbstractMany stochastic models in queueing, inventory, communications, and dam theories, etc., resul...
AbstractA thorough theoretical explanation of the numerical behaviour of functional iteration method...
A large number of queueing systems may be modelled as infinite Markov chains for which the transitio...
AbstractIn this paper, the inversion free variant of the basic fixed point iteration methods for obt...
AbstractWe show that modified Richardson method converges for any nonsingular totally nonnegative st...
In order to determine the stationary distribution for discrete time quasi-birth-death Markov chains,...
In applying matrix-analytic methods to M/G/1-type and tree-like QBD Markov chains, it is crucial to ...
In applying matrix-analytic methods to M/G/1-type and tree-like QBD Markov chains, it is crucial to ...
In this paper, we develop new methods for approximating dominant eigenvector of column-stochastic ma...
In this paper, we develop new methods for approximating dominant eigenvector of column-stochastic ma...
AbstractIn this paper, a theorem is presented to indicate that there exists a nonnegative constant ϵ...
We study the nonsymmetric algebraic Riccati equation whose four coefficient matrices are the blocks ...
In this paper we deal with iterative numerical methods to solve linear systems arising in continuous...
AbstractWe consider iterative methods for the minimal nonnegative solution of the matrix equation G ...
For the nonlinear matrix equations arising in the analysis of M/G/1-type and GI/M/1-type Markov chai...
AbstractMany stochastic models in queueing, inventory, communications, and dam theories, etc., resul...
AbstractA thorough theoretical explanation of the numerical behaviour of functional iteration method...
A large number of queueing systems may be modelled as infinite Markov chains for which the transitio...
AbstractIn this paper, the inversion free variant of the basic fixed point iteration methods for obt...
AbstractWe show that modified Richardson method converges for any nonsingular totally nonnegative st...
In order to determine the stationary distribution for discrete time quasi-birth-death Markov chains,...
In applying matrix-analytic methods to M/G/1-type and tree-like QBD Markov chains, it is crucial to ...
In applying matrix-analytic methods to M/G/1-type and tree-like QBD Markov chains, it is crucial to ...
In this paper, we develop new methods for approximating dominant eigenvector of column-stochastic ma...
In this paper, we develop new methods for approximating dominant eigenvector of column-stochastic ma...
AbstractIn this paper, a theorem is presented to indicate that there exists a nonnegative constant ϵ...
We study the nonsymmetric algebraic Riccati equation whose four coefficient matrices are the blocks ...
In this paper we deal with iterative numerical methods to solve linear systems arising in continuous...
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